To point out that Hebrews is a covenant document is to say something true and important.  But it is a dangerous thing to point out.  Because it is possible to communicate by those words the gross falsehood that Hebrews is a special subchristian kind of document.  Romans 8 is the pure truth about believers and their absolute assurance of salvation, but Hebrews only contains the  warnings it does because it is a “covenant doecument.”

But the truth is that Romans is a covenant document too.  And so is the Bible.